Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6959348.4323 | 7005292.909 | -45944.4768 | 725896.3406 | 558070.6469 | 167825.6938 |
Total P&L (%) | 6959.3484 | 7005.2929 | -45.9445 | 725.8963 | 558.0706 | 167.8257 |
Avg Daily Profit (%) | 3.5444 | 3.5678 | -0.0234 | 0.1076 | 0.096 | 0.0502 |
Buy And Hold Return (%) | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 |
Max Trade Drawdown | -165824 | -69609 | -133082 | -973541 | -623685 | -571244 |
Profit Factor | 10.0937 | 18.2161 | 0.8718 | 1.1515 | 1.2231 | 1.0733 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 41.4894 | 38.2979 | 44.6809 | 41.4894 | 38.2979 | 44.6809 |
Ratio Avg Win / Avg Loss | 14.2346 | 29.3481 | 1.0794 | 1.6239 | 1.9705 | 1.3289 |
Largest Winning Trade | 7045591 | 7045591 | 27989 | 865309 | 865309 | 291081 |
Largest Losing Trade | -35331 | -35151 | -35331 | -421865 | -361891 | -421865 |
Avg Bars in Trades | 40 | 61 | 18 | 40 | 61 | 18 |
Avg Bars in Winners | 60 | 109 | 17 | 60 | 109 | 17 |
Avg Bars in Losers | 26 | 31 | 19 | 26 | 31 | 19 |
Bars Traded | 7552 | 5773 | 1779 | 7552 | 5773 | 1779 |
Profit Streak | 408.3472 | 408.3472 | 419.3472 | 408.3472 | 408.3472 | 419.3472 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 750097 | 647139 | -580620 | -268819 | -233705 | -433049 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559887200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760365198981, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 4.60051 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 6959348.4322556285, 7005292.909038816, -45944.476783186, 725896.3406152454, 558070.6468561676, 167825.6937590775 ], [ 6959.348432, 7005.292909, -45.944477, 725.896341, 558.070647, 167.825694 ], [ 3.544359, 3.567758, -0.023399, 0.107585, 0.096004, 0.050187 ], [ 1586.222222, 1586.222222, 1586.222222, 1586.222222, 1586.222222, 1586.222222 ], [ -165824, -69609, -133082, -973541, -623685, -571244 ], [ 10.093655, 18.216085, 0.871804, 1.151527, 1.223081, 1.073322 ], [ 188, 94, 94, 188, 94, 94 ], [ 78, 36, 42, 78, 36, 42 ], [ 110, 58, 52, 110, 58, 52 ], [ 41.489362, 38.297872, 44.680851, 41.489362, 38.297872, 44.680851 ], [ 14.234642, 29.348136, 1.079377, 1.623949, 1.970519, 1.328875 ], [ 7045591, 7045591, 27989, 865309, 865309, 291081 ], [ -35331, -35151, -35331, -421865, -361891, -421865 ], [ 40, 61, 18, 40, 61, 18 ], [ 60, 109, 17, 60, 109, 17 ], [ 26, 31, 19, 26, 31, 19 ], [ 7552, 5773, 1779, 7552, 5773, 1779 ], [ 408.34721, 408.34721, 419.34721, 408.34721, 408.34721, 419.34721 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 750097, 647139, -580620, -268819, -233705, -433049 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559887200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760365198981, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 4.60051 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|